Trader, Refined Products Options

Citigroup Derivatives Markets
Minnetonka, MN
Dec 18, 2016
Jan 16, 2017
Employment Status
Full Time


for Citigroup Derivatives Markets, Inc. (Minnetonka, MN) to cndct qntve anlys of bnchmrk enrgy ftures, incl spply & dmnd imblnces due to rfnery ineffcncies, transpo shrtges, imprt/exprt imblnce, & oil prdctn cost drvrs impctng trade & rsk mgmt of oil prdct optns. Reqs: Master's Qntve Fnance, Eng, Applied Math, Stat, Comp Sci or rltd qtve fld & 3 yrs exp in optns trdng rsk mgmt. Will accpt Bach & 5 yrs prog post-bacc exp. Exp must incl: Aplyng drvtves thry to excute trdes elctrnclly or OTC & dgnose isues whch arise w/ mrkt mkng pltfrm; Trdng & rsk mgmt of oil prdct Amrican, Europn, & Asn optns, spcfclly in RBOB Gas, ULSD Hting Oil, & ICE Gasoil incl comdity optn trm strctre, fture sprd rsk, & nuances of Asn optn stlmnt; Rsrch of oil invntry rprts, rfnry utlztn efcncy, sply & dmnd imblnces, & geopltcal evnts to dtrmne impct on pstns & trdng lqdty; Anlys of exchng open intrst & ordr flow to undrstnd impct of prdcr & end usr hdge prgrms on enrgy mrkts; Mntng mrkt mkng pltfrm for auto-quotng lsted enrgy drvtves on pblic cmdity exchngs; Cndctng pstnal anlys, crting hdge mchnsms, dvlpng prcng mdels for optn strps, & asesng trdng systm ineffcncies utlzng MS Excl & VBA; Wrkng w/ qntve anlysts & dvlpers to imprv an optn mrkt mkng pltfrm to enhnce prcng mdels, GUIs, auto-quote fnctnlity & optmztn of elctrnc sprd excution. Mail resumes ref EJ/TRPO/SHP to Citigroup Recruiting Dept, 3800 Citigroup Center Dr, Tampa, FL 33610. Citigroup is EOE. Direct apps only.